Anic Equity¶

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Total return since start: 0.557 %¶

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Equity now: -----------------------------> 47573.26 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46178.41 Kr¶

PnL: ---------------------------------------> -710.16 Kr¶

DD now: ---------------------------------> -2.173 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-13 17:06:19.166471'

Anic Portfolio¶

Today¶

Return: -0.625 %¶

This Week¶

Return: -1.215 %¶

Total¶

Return: 55.743 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 -2.730000 3151.200000 180.200000 6.070000 2971.000006
HEBA B 70 -0.630000 2779.000000 143.000000 5.420000 2636.000010
Samhällsbyggnadsbo. i Norden B 20 -0.190000 424.600000 69.600000 19.610000 355.000000
Corem Property Group B 59 -2.240000 643.100000 66.100000 11.460000 576.999999
HMS Networks 2 -1.060000 708.000000 35.000000 5.200000 673.000000
FM Mattsson Mora Group B 50 1.720000 2950.000000 23.000000 0.790000 2927.000000
Coor Service Management Hold. 8 0.370000 546.400000 14.400000 2.710000 532.000000
Samhällsbyggnadsbo. i Norden D 12 1.690000 259.920000 13.920000 5.660000 246.000000
Eastnine 4 -1.260000 503.200000 12.200000 2.480000 491.000000
Norva24 Group 16 -3.780000 554.240000 11.240000 2.070000 543.000000
Karnov Group 9 3.050000 547.200000 11.200000 2.090000 536.000004
Resurs Holding 22 0.110000 584.320000 10.320000 1.800000 573.999998
OEM International B 7 -1.910000 538.300000 10.300000 1.950000 527.999997
Boozt 12 1.990000 1663.200000 9.200000 0.560000 1653.999996
Midsona B 63 -2.080000 592.200000 9.200000 1.580000 582.999984
Intrum 4 -0.670000 532.400000 5.400000 1.020000 527.000000
MedCap 2 -0.930000 426.000000 5.000000 1.190000 421.000000
Essity B 2 -0.480000 577.200000 3.200000 0.560000 574.000000
Essity A 4 0.170000 1152.000000 3.000000 0.260000 1149.000000
AcadeMedia 12 0.740000 558.960000 1.960000 0.350000 557.000004
Creaspac SPAC 6 0.210000 578.400000 1.400000 0.240000 577.000002
Handelsbanken A 5 -1.890000 546.500000 0.500000 0.090000 546.000000
Fastighetsbolag. Emilshus Pref 21 -3.610000 560.700000 -1.300000 -0.230000 562.000005
Swedbank A 3 -1.530000 561.450000 -2.550000 -0.450000 564.000000
Securitas B 6 -0.680000 563.160000 -6.840000 -1.200000 570.000000
Nordea Bank Abp 29 -1.260000 3446.940000 -7.060000 -0.200000 3453.999992
CTEK 13 0.890000 517.660000 -16.340000 -3.060000 533.999999
International Petroleum Corp. 5 1.560000 520.500000 -74.070000 -12.460000 594.565215
Vivesto 1368 -4.250000 529.960000 -83.040000 -13.550000 612.999432
SAAB B 8 -0.530000 3282.400000 -94.600000 -2.800000 3377.000000
Sampo Oyj SDB 7 -0.830000 3745.000000 -105.000000 -2.730000 3850.000000
OX2 18 -0.870000 1530.900000 -133.100000 -8.000000 1663.999992
Axfood 13 -0.540000 3559.400000 -196.600000 -5.230000 3756.000001
Fasadgruppen Group 35 -0.790000 3528.000000 -283.000000 -7.430000 3810.999990
Ovzon 52 -0.340000 3016.000000 -346.000000 -10.290000 3361.999992
TOTAL 46178.410000 -710.160000 -2.1728% 46888.564618

Updated:¶

'2023-01-13 17:06:31.901794'
None

Last optimization/rebalancing:¶

'2022-12-04'

Next optimization/rebalancing:¶

'2023-01-13'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶